How do I find variance swap rates?

Answered By: Amanda Wheatley

Last Updated: Aug 02, 2022 Views: 1116

To find variance swap rates, please use the Bloomberg terminal (3rd floor (Room M3-53B), McLennan Library).

On the Bloomberg, put in your company or index ticker and then use the Bloomberg code OVME VS. For the Bloomberg Excel add in use the code VAR_SWAP.

Dawn McKinnon

Emily Jaeger-McEnroe

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